-7.5%
WCN vs FIVE
+69.4%
-76.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.0% |
| 7D | -0.4% | +3.7% | -4.1% | -0.5% |
| 30D | -2.1% | +4.0% | -6.1% | -2.2% |
| 3M | +6.4% | +36.2% | -29.9% | +5.7% |
| 6M | -3.7% | +18.0% | -21.7% | -4.1% |
| YTD | -6.4% | +34.9% | -41.2% | -7.1% |
| All | -7.5% | +69.4% | -76.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling